+4,901.1%
SNPS vs GIS
+690.3%
+4,210.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.8% |
| 7D | -11.0% | -7.8% | -3.2% | -9.2% |
| 30D | -1.7% | +6.6% | -8.3% | -3.4% |
| 3M | -20.4% | +21.0% | -41.3% | -24.4% |
| 6M | -8.6% | -9.1% | +0.4% | -7.1% |
| YTD | -16.2% | -13.6% | -2.5% | -14.0% |
| 1Y | -34.6% | -18.0% | -16.6% | -32.1% |
| 3Y | -14.5% | -33.7% | +19.2% | -8.0% |
| 5Y | +17.0% | -19.4% | +36.4% | +15.7% |
| 10Y | +560.0% | -21.3% | +581.3% | +538.5% |
| All | +4,901.1% | +690.3% | +4,210.9% | +2,033.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling